+4,637.4%
FAST vs FTI
+1,702.1%
+2,935.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.6% |
| 7D | +2.1% | -7.6% | +9.7% | +4.0% |
| 30D | +6.9% | -7.1% | +14.0% | +8.5% |
| 3M | +4.8% | -8.7% | +13.5% | +6.6% |
| 6M | +19.8% | -14.0% | +33.8% | +23.0% |
| YTD | +34.9% | +42.8% | -8.0% | +21.9% |
| 1Y | +32.8% | +50.4% | -17.6% | +18.4% |
| 3Y | +93.7% | +194.1% | -100.4% | +42.3% |
| 5Y | +105.3% | +775.2% | -669.9% | +7.8% |
| 10Y | +595.4% | +189.2% | +406.2% | +322.9% |
| All | +4,637.4% | +1,702.1% | +2,935.3% | +1,212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling